COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, May 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 191,976: 57,232 64,947 17,989 101,853 92,211 177,074 175,147: 14,902 16,829
Old : 91,096: 32,341 45,592 1,703 51,122 31,506 85,166 78,801: 5,930 12,295
Other: 100,880: 36,794 31,258 4,383 50,731 60,705 91,908 96,346: 8,972 4,534
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,961: 2,104 2,345 263 -917 -802 1,450 1,806: 511 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 33.8 9.4 53.1 48.0 92.2 91.2: 7.8 8.8
Old : 100.0: 35.5 50.0 1.9 56.1 34.6 93.5 86.5: 6.5 13.5
Other: 100.0: 36.5 31.0 4.3 50.3 60.2 91.1 95.5: 8.9 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 97 112 70 60 63 197 209:
Old : 250: 71 105 15 39 44 116 158:
Other: 218: 86 51 25 50 52 154 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 21.2 33.7 30.1 16.6 12.9 27.9 21.1
Old : 30.7 15.8 45.5 28.2 30.7 15.6 45.5 28.0
Other: 20.2 35.0 31.6 46.7 20.2 32.7 31.6 44.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, May 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 24,531: 10,205 6,424 696 11,342 14,760 22,243 21,880: 2,288 2,651
Old : 22,614: 9,739 6,364 302 10,389 13,377 20,430 20,043: 2,184 2,571
Other: 1,917: 477 71 383 953 1,383 1,813 1,837: 104 80
: : :
: : Changes in Commitments from: May 22, 2012 :
: 985: -193 9 113 1,159 930 1,079 1,052: -94 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 26.2 2.8 46.2 60.2 90.7 89.2: 9.3 10.8
Old : 100.0: 43.1 28.1 1.3 45.9 59.2 90.3 88.6: 9.7 11.4
Other: 100.0: 24.9 3.7 20.0 49.7 72.1 94.6 95.8: 5.4 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 32 33 13 26 13 60 58:
Old : 94: 31 33 10 25 13 58 55:
Other: 25: 11 2 10 9 2 22 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 58.1 44.9 68.2 26.3 52.2 38.4 60.0
Old : 33.6 57.0 48.3 67.6 28.5 51.0 41.2 59.1
Other: 54.8 84.0 80.0 94.3 47.3 70.5 61.7 70.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, May 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 189,385: 30,360 38,395 27,055 122,923 112,435 180,338 177,885: 9,047 11,500
Old : 109,803: 26,026 39,816 11,900 64,688 47,657 102,614 99,373: 7,189 10,430
Other: 79,582: 14,068 8,313 5,421 58,235 64,778 77,724 78,512: 1,858 1,070
: : :
: : Changes in Commitments from: May 22, 2012 :
: 4,335: -917 -819 -714 5,445 3,957 3,814 2,424: 521 1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.3 14.3 64.9 59.4 95.2 93.9: 4.8 6.1
Old : 100.0: 23.7 36.3 10.8 58.9 43.4 93.5 90.5: 6.5 9.5
Other: 100.0: 17.7 10.4 6.8 73.2 81.4 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 50 74 45 56 42 134 136:
Old : 185: 46 75 34 49 34 117 123:
Other: 98: 28 14 16 43 28 78 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 26.2 39.3 39.7 22.6 19.7 31.5 27.7
Old : 26.9 21.7 41.8 32.6 26.5 20.1 39.6 29.3
Other: 39.0 43.6 55.7 64.6 35.4 38.5 51.5 57.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, May 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 753,540: 197,758 128,348 71,975 417,724 462,690 687,457 663,013: 66,083 90,527
Old : 753,540: 197,758 128,348 71,975 417,724 462,690 687,457 663,013: 66,083 90,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 23,951: 6,025 5,639 7,292 6,718 3,700 20,035 16,631: 3,916 7,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 17.0 9.6 55.4 61.4 91.2 88.0: 8.8 12.0
Old : 100.0: 26.2 17.0 9.6 55.4 61.4 91.2 88.0: 8.8 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 70 75 75 76 83 186 195:
Old : 244: 70 75 75 76 83 186 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 20.3 23.5 29.6 12.6 17.8 22.2 25.4
Old : 12.7 20.3 23.5 29.6 12.6 17.8 22.2 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, May 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 150,688: 37,715 42,750 22,610 83,395 76,673 143,720 142,033: 6,968 8,655
Old : 104,879: 40,882 41,580 7,354 51,407 48,828 99,643 97,762: 5,236 7,117
Other: 45,809: 8,734 13,071 3,355 31,988 27,845 44,077 44,271: 1,732 1,538
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,243: -1,861 1,702 1,712 811 -3,264 662 150: 581 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 28.4 15.0 55.3 50.9 95.4 94.3: 4.6 5.7
Old : 100.0: 39.0 39.6 7.0 49.0 46.6 95.0 93.2: 5.0 6.8
Other: 100.0: 19.1 28.5 7.3 69.8 60.8 96.2 96.6: 3.8 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 83 120 97 126 111 264 287:
Old : 356: 88 121 65 110 98 230 256:
Other: 206: 46 43 30 87 74 152 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 14.8 23.2 22.9 11.4 11.6 20.2 18.7
Old : 15.4 17.7 26.1 27.7 15.4 14.8 26.1 24.8
Other: 23.9 19.0 39.2 32.0 23.6 17.2 37.7 29.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, May 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 76,744: 60,724 19,089 621 8,498 55,446 69,843 75,156: 6,901 1,588
Old : 76,744: 60,724 19,089 621 8,498 55,446 69,843 75,156: 6,901 1,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 2,251: 1,929 -6,919 28 -596 9,104 1,361 2,213: 890 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 24.9 0.8 11.1 72.2 91.0 97.9: 9.0 2.1
Old : 100.0: 79.1 24.9 0.8 11.1 72.2 91.0 97.9: 9.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 73 16 4 21 6 98 23:
Old : 115: 73 16 4 21 6 98 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 86.2 56.3 93.9 39.0 86.2 56.3 93.9
Old : 39.0 86.2 56.3 93.9 39.0 86.2 56.3 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, May 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 441,600: 21,237 53,117 3,520 401,783 367,925 426,540 424,562: 15,060 17,038
Old : 441,600: 21,237 53,117 3,520 401,783 367,925 426,540 424,562: 15,060 17,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,927: -2,387 -455 242 4,060 1,579 1,915 1,366: 12 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 12.0 0.8 91.0 83.3 96.6 96.1: 3.4 3.9
Old : 100.0: 4.8 12.0 0.8 91.0 83.3 96.6 96.1: 3.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 28 47 9 99 102 133 152:
Old : 243: 28 47 9 99 102 133 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 29.6 52.4 40.1 34.3 29.6 48.8 38.6
Old : 37.9 29.6 52.4 40.1 34.3 29.6 48.8 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012